NYMEX Light Sweet Crude Oil Future August 2023

Trading Metrics calculated at close of trading on 20-Jul-2023

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	75.84	75.35	-0.49	-0.6%	73.86
High	76.97	76.15	-0.82	-1.1%	77.33
Low	75.07	74.70	-0.37	-0.5%	72.67
Close	75.35	75.63	0.28	0.4%	75.42
Range	1.90	1.45	-0.45	-23.7%	4.66
ATR	2.20	2.15	-0.05	-2.4%	0.00
Volume	92,920	15,719	-77,201	-83.1%	1,660,088

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	79.84	79.19	76.43
R3	78.39	77.74	76.03
R2	76.94	76.94	75.90
R1	76.29	76.29	75.76	76.62
PP	75.49	75.49	75.49	75.66
S1	74.84	74.84	75.50	75.17
S2	74.04	74.04	75.36
S3	72.59	73.39	75.23
S4	71.14	71.94	74.83

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.12	86.93	77.98
R3	84.46	82.27	76.70
R2	79.80	79.80	76.27
R1	77.61	77.61	75.85	78.71
PP	75.14	75.14	75.14	75.69
S1	72.95	72.95	74.99	74.05
S2	70.48	70.48	74.57
S3	65.82	68.29	74.14
S4	61.16	63.63	72.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.30	73.84	3.46	4.6%	1.97	2.6%	52%	False	False	155,618
10	77.33	71.19	6.14	8.1%	1.96	2.6%	72%	False	False	250,123
20	77.33	67.05	10.28	13.6%	2.10	2.8%	83%	False	False	301,331
40	77.33	66.96	10.37	13.7%	2.38	3.1%	84%	False	False	242,807
60	78.52	63.71	14.81	19.6%	2.47	3.3%	80%	False	False	188,175
80	82.24	63.71	18.53	24.5%	2.33	3.1%	64%	False	False	151,163
100	82.24	63.71	18.53	24.5%	2.45	3.2%	64%	False	False	125,927
120	82.24	63.71	18.53	24.5%	2.42	3.2%	64%	False	False	107,480

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.48
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	82.31
2.618	79.95
1.618	78.50
1.000	77.60
0.618	77.05
HIGH	76.15
0.618	75.60
0.500	75.43
0.382	75.25
LOW	74.70
0.618	73.80
1.000	73.25
1.618	72.35
2.618	70.90
4.250	68.54

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	75.56	75.56
PP	75.49	75.49
S1	75.43	75.43

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These figures are updated between 7pm and 10pm EST after a trading day.

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